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Gaussianrelated

Gaussianrelated denotes topics, results, and objects that are tied to Gaussian distributions or Gaussian processes in probability, statistics, and related fields. In probability theory, Gaussianrelated covers the ordinary Gaussian (normal) distribution N(mu, sigma^2), its properties, and common transformations.

Key features include symmetry, defined mean mu and variance sigma^2, the standard normal Z ~ N(0,1), and

Multivariate Gaussian distributions extend these ideas to vectors X ~ N(mu, Σ) with density proportional to exp(-1/2 (x-μ)^T

Gaussian integrals are fundamental tools: ∫ exp(-x^2) dx = sqrt(pi) in one dimension, and the general form ∫ exp(-1/2

Applications include statistics, data analysis, signal processing, machine learning (notably Gaussian processes for regression and classification),

The term Gaussianrelated is descriptive rather than a formal designation, used to indicate material connected to

moment
generating
and
characteristic
functions.
The
moment
generating
function
is
M(t)
=
exp(mu
t
+
1/2
sigma^2
t^2)
and
the
characteristic
function
is
φ(t)
=
exp(i
mu
t
-
1/2
sigma^2
t^2).
Gaussian
sums
remain
Gaussian,
and
linear
transformations
preserve
Gaussianity.
Σ^{-1}
(x-μ)).
A
Gaussian
process
is
a
collection
of
random
variables
where
every
finite
subset
is
multivariate
Gaussian,
fully
specified
by
a
mean
function
m(t)
and
a
covariance
function
k(s,t).
x^T
Σ^{-1}
x)
dx
=
(2π)^{n/2}
det(Σ)^{1/2}
in
n
dimensions.
and
kernel
methods
using
Gaussian
kernels.
In
image
and
signal
processing,
Gaussianrelated
terms
appear
in
noise
models,
smoothing
(Gaussian
blur),
and
density
estimation.
Gaussian
ideas.